| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 7.0% | 7.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 29.96% | 29.19% |
| CAGR﹪ | 96.13% | 93.14% |
| Sharpe | 3.02 | 1.58 |
| Prob. Sharpe Ratio | 92.5% | 67.15% |
| Smart Sharpe | 2.72 | 1.43 |
| Sortino | 5.07 | 2.69 |
| Smart Sortino | 4.57 | 2.43 |
| Sortino/√2 | 3.59 | 1.91 |
| Smart Sortino/√2 | 3.23 | 1.71 |
| Omega | 1.66 | 1.66 |
| Max Drawdown | -10.72% | -14.76% |
| Longest DD Days | 59 | 100 |
| Volatility (ann.) | 19.61% | 40.25% |
| R^2 | 0.18 | 0.18 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 8.97 | 6.31 |
| Skew | 0.04 | 2.29 |
| Kurtosis | 1.39 | 32.17 |
| Expected Daily | 0.25% | 0.25% |
| Expected Monthly | 4.46% | 4.36% |
| Expected Yearly | 29.96% | 29.19% |
| Kelly Criterion | 22.04% | 32.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.89% |
| Expected Shortfall (cVaR) | -1.77% | -3.89% |
| Max Consecutive Wins | 4 | 8 |
| Max Consecutive Losses | 3 | 4 |
| Gain/Pain Ratio | 0.76 | 0.59 |
| Gain/Pain (1M) | 68.76 | 68.77 |
| Payoff Ratio | 1.32 | 1.47 |
| Profit Factor | 1.76 | 1.59 |
| Common Sense Ratio | 2.78 | 1.88 |
| CPC Index | 1.29 | 1.4 |
| Tail Ratio | 1.58 | 1.18 |
| Outlier Win Ratio | 3.19 | 2.66 |
| Outlier Loss Ratio | 3.47 | 2.42 |
| MTD | 5.42% | 5.37% |
| 3M | 14.15% | 13.63% |
| 6M | 29.96% | 29.19% |
| YTD | 29.96% | 29.19% |
| 1Y | 29.96% | 29.19% |
| 3Y (ann.) | 96.13% | 93.14% |
| 5Y (ann.) | 96.13% | 93.14% |
| 10Y (ann.) | 96.13% | 93.14% |
| All-time (ann.) | 96.13% | 93.14% |
| Best Day | 4.31% | 18.48% |
| Worst Day | -3.92% | -12.81% |
| Best Month | 13.62% | 13.53% |
| Worst Month | -0.39% | -0.42% |
| Best Year | 29.96% | 29.19% |
| Worst Year | 29.96% | 29.19% |
| Avg. Drawdown | -1.5% | -3.49% |
| Avg. Drawdown Days | 7 | 24 |
| Recovery Factor | 2.8 | 1.98 |
| Ulcer Index | 0.04 | 0.07 |
| Serenity Index | 0.8 | 0.57 |
| Avg. Up Month | 6.8% | 6.8% |
| Avg. Down Month | -0.39% | -0.42% |
| Win Days | 55.67% | 59.8% |
| Win Month | 83.33% | 66.67% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.21 | - |
| Alpha | 0.51 | - |
| Correlation | 42.93% | - |
| Treynor Ratio | 109.74% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 29.19 | 29.96 | 1.03 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-21 | 2025-12-19 | -10.72 | 59 |
| 2025-09-12 | 2025-09-22 | -1.95 | 10 |
| 2025-08-11 | 2025-08-22 | -1.54 | 11 |
| 2025-09-30 | 2025-10-03 | -1.49 | 3 |
| 2025-09-24 | 2025-09-29 | -1.24 | 5 |
| 2025-08-25 | 2025-08-27 | -0.67 | 2 |
| 2025-10-09 | 2025-10-10 | -0.63 | 1 |
| 2025-07-31 | 2025-08-01 | -0.39 | 1 |
| 2025-08-28 | 2025-08-29 | -0.29 | 1 |
| 2025-08-04 | 2025-08-05 | -0.19 | 1 |